+55.0%
MSFT vs PBF
+64.9%
-9.9%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.3% | -0.7% | -2.0% |
| 7D | -2.7% | +4.3% | -7.0% | -2.9% |
| 30D | +2.7% | +22.0% | -19.3% | +1.6% |
| 3M | +17.0% | +74.5% | -57.5% | +14.4% |
| 6M | +23.8% | +67.7% | -43.9% | +20.9% |
| YTD | +4.0% | +179.2% | -175.2% | -1.0% |
| 1Y | -0.8% | +170.0% | -170.8% | -5.8% |
| All | +55.0% | +64.9% | -9.9% | +45.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PBF.
Daily Out/Under-Performance
Portfolio return minus PBF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBF return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded PBF wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling